feat: + cross_validate, trait Predictor, refactoring

This commit is contained in:
Volodymyr Orlov
2020-12-22 15:41:53 -08:00
parent 40dfca702e
commit a2be9e117f
34 changed files with 977 additions and 369 deletions
+58 -21
View File
@@ -25,31 +25,40 @@
//! &[9., 10.]]);
//! let y = vec![2., 2., 2., 3., 3.]; //your class labels
//!
//! let knn = KNNClassifier::fit(&x, &y, Distances::euclidian(), Default::default()).unwrap();
//! let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
//! let y_hat = knn.predict(&x).unwrap();
//! ```
//!
//! variable `y_hat` will hold a vector with estimates of class labels
//!
use std::marker::PhantomData;
use serde::{Deserialize, Serialize};
use crate::algorithm::neighbour::{KNNAlgorithm, KNNAlgorithmName};
use crate::base::Predictor;
use crate::error::Failed;
use crate::linalg::{row_iter, Matrix};
use crate::math::distance::Distance;
use crate::math::distance::euclidian::Euclidian;
use crate::math::distance::{Distance, Distances};
use crate::math::num::RealNumber;
use crate::neighbors::KNNWeightFunction;
/// `KNNClassifier` parameters. Use `Default::default()` for default values.
#[derive(Serialize, Deserialize, Debug)]
pub struct KNNClassifierParameters {
#[derive(Serialize, Deserialize, Debug, Clone)]
pub struct KNNClassifierParameters<T: RealNumber, D: Distance<Vec<T>, T>> {
/// a function that defines a distance between each pair of point in training data.
/// This function should extend [`Distance`](../../math/distance/trait.Distance.html) trait.
/// See [`Distances`](../../math/distance/struct.Distances.html) for a list of available functions.
pub distance: D,
/// backend search algorithm. See [`knn search algorithms`](../../algorithm/neighbour/index.html). `CoverTree` is default.
pub algorithm: KNNAlgorithmName,
/// weighting function that is used to calculate estimated class value. Default function is `KNNWeightFunction::Uniform`.
pub weight: KNNWeightFunction,
/// number of training samples to consider when estimating class for new point. Default value is 3.
pub k: usize,
/// this parameter is not used
t: PhantomData<T>,
}
/// K Nearest Neighbors Classifier
@@ -62,12 +71,39 @@ pub struct KNNClassifier<T: RealNumber, D: Distance<Vec<T>, T>> {
k: usize,
}
impl Default for KNNClassifierParameters {
impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNClassifierParameters<T, D> {
/// number of training samples to consider when estimating class for new point. Default value is 3.
pub fn with_k(mut self, k: usize) -> Self {
self.k = k;
self
}
/// a function that defines a distance between each pair of point in training data.
/// This function should extend [`Distance`](../../math/distance/trait.Distance.html) trait.
/// See [`Distances`](../../math/distance/struct.Distances.html) for a list of available functions.
pub fn with_distance(mut self, distance: D) -> Self {
self.distance = distance;
self
}
/// backend search algorithm. See [`knn search algorithms`](../../algorithm/neighbour/index.html). `CoverTree` is default.
pub fn with_algorithm(mut self, algorithm: KNNAlgorithmName) -> Self {
self.algorithm = algorithm;
self
}
/// weighting function that is used to calculate estimated class value. Default function is `KNNWeightFunction::Uniform`.
pub fn with_weight(mut self, weight: KNNWeightFunction) -> Self {
self.weight = weight;
self
}
}
impl<T: RealNumber> Default for KNNClassifierParameters<T, Euclidian> {
fn default() -> Self {
KNNClassifierParameters {
distance: Distances::euclidian(),
algorithm: KNNAlgorithmName::CoverTree,
weight: KNNWeightFunction::Uniform,
k: 3,
t: PhantomData,
}
}
}
@@ -95,19 +131,23 @@ impl<T: RealNumber, D: Distance<Vec<T>, T>> PartialEq for KNNClassifier<T, D> {
}
}
impl<T: RealNumber, M: Matrix<T>, D: Distance<Vec<T>, T>> Predictor<M, M::RowVector>
for KNNClassifier<T, D>
{
fn predict(&self, x: &M) -> Result<M::RowVector, Failed> {
self.predict(x)
}
}
impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNClassifier<T, D> {
/// Fits KNN classifier to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data
/// * `y` - vector with target values (classes) of length N
/// * `distance` - a function that defines a distance between each pair of point in training data.
/// This function should extend [`Distance`](../../math/distance/trait.Distance.html) trait.
/// See [`Distances`](../../math/distance/struct.Distances.html) for a list of available functions.
/// * `y` - vector with target values (classes) of length N
/// * `parameters` - additional parameters like search algorithm and k
pub fn fit<M: Matrix<T>>(
x: &M,
y: &M::RowVector,
distance: D,
parameters: KNNClassifierParameters,
parameters: KNNClassifierParameters<T, D>,
) -> Result<KNNClassifier<T, D>, Failed> {
let y_m = M::from_row_vector(y.clone());
@@ -142,7 +182,7 @@ impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNClassifier<T, D> {
classes,
y: yi,
k: parameters.k,
knn_algorithm: parameters.algorithm.fit(data, distance)?,
knn_algorithm: parameters.algorithm.fit(data, parameters.distance)?,
weight: parameters.weight,
})
}
@@ -187,14 +227,13 @@ impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNClassifier<T, D> {
mod tests {
use super::*;
use crate::linalg::naive::dense_matrix::DenseMatrix;
use crate::math::distance::Distances;
#[test]
fn knn_fit_predict() {
let x =
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y = vec![2., 2., 2., 3., 3.];
let knn = KNNClassifier::fit(&x, &y, Distances::euclidian(), Default::default()).unwrap();
let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
let y_hat = knn.predict(&x).unwrap();
assert_eq!(5, Vec::len(&y_hat));
assert_eq!(y.to_vec(), y_hat);
@@ -207,12 +246,10 @@ mod tests {
let knn = KNNClassifier::fit(
&x,
&y,
Distances::euclidian(),
KNNClassifierParameters {
k: 5,
algorithm: KNNAlgorithmName::LinearSearch,
weight: KNNWeightFunction::Distance,
},
KNNClassifierParameters::default()
.with_k(5)
.with_algorithm(KNNAlgorithmName::LinearSearch)
.with_weight(KNNWeightFunction::Distance),
)
.unwrap();
let y_hat = knn.predict(&DenseMatrix::from_2d_array(&[&[4.1]])).unwrap();
@@ -225,7 +262,7 @@ mod tests {
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y = vec![2., 2., 2., 3., 3.];
let knn = KNNClassifier::fit(&x, &y, Distances::euclidian(), Default::default()).unwrap();
let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
let deserialized_knn = bincode::deserialize(&bincode::serialize(&knn).unwrap()).unwrap();
+60 -20
View File
@@ -27,31 +27,41 @@
//! &[5., 5.]]);
//! let y = vec![1., 2., 3., 4., 5.]; //your target values
//!
//! let knn = KNNRegressor::fit(&x, &y, Distances::euclidian(), Default::default()).unwrap();
//! let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
//! let y_hat = knn.predict(&x).unwrap();
//! ```
//!
//! variable `y_hat` will hold predicted value
//!
//!
use std::marker::PhantomData;
use serde::{Deserialize, Serialize};
use crate::algorithm::neighbour::{KNNAlgorithm, KNNAlgorithmName};
use crate::base::Predictor;
use crate::error::Failed;
use crate::linalg::{row_iter, BaseVector, Matrix};
use crate::math::distance::Distance;
use crate::math::distance::euclidian::Euclidian;
use crate::math::distance::{Distance, Distances};
use crate::math::num::RealNumber;
use crate::neighbors::KNNWeightFunction;
/// `KNNRegressor` parameters. Use `Default::default()` for default values.
#[derive(Serialize, Deserialize, Debug)]
pub struct KNNRegressorParameters {
#[derive(Serialize, Deserialize, Debug, Clone)]
pub struct KNNRegressorParameters<T: RealNumber, D: Distance<Vec<T>, T>> {
/// a function that defines a distance between each pair of point in training data.
/// This function should extend [`Distance`](../../math/distance/trait.Distance.html) trait.
/// See [`Distances`](../../math/distance/struct.Distances.html) for a list of available functions.
distance: D,
/// backend search algorithm. See [`knn search algorithms`](../../algorithm/neighbour/index.html). `CoverTree` is default.
pub algorithm: KNNAlgorithmName,
/// weighting function that is used to calculate estimated class value. Default function is `KNNWeightFunction::Uniform`.
pub weight: KNNWeightFunction,
/// number of training samples to consider when estimating class for new point. Default value is 3.
pub k: usize,
/// this parameter is not used
t: PhantomData<T>,
}
/// K Nearest Neighbors Regressor
@@ -63,12 +73,39 @@ pub struct KNNRegressor<T: RealNumber, D: Distance<Vec<T>, T>> {
k: usize,
}
impl Default for KNNRegressorParameters {
impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNRegressorParameters<T, D> {
/// number of training samples to consider when estimating class for new point. Default value is 3.
pub fn with_k(mut self, k: usize) -> Self {
self.k = k;
self
}
/// a function that defines a distance between each pair of point in training data.
/// This function should extend [`Distance`](../../math/distance/trait.Distance.html) trait.
/// See [`Distances`](../../math/distance/struct.Distances.html) for a list of available functions.
pub fn with_distance(mut self, distance: D) -> Self {
self.distance = distance;
self
}
/// backend search algorithm. See [`knn search algorithms`](../../algorithm/neighbour/index.html). `CoverTree` is default.
pub fn with_algorithm(mut self, algorithm: KNNAlgorithmName) -> Self {
self.algorithm = algorithm;
self
}
/// weighting function that is used to calculate estimated class value. Default function is `KNNWeightFunction::Uniform`.
pub fn with_weight(mut self, weight: KNNWeightFunction) -> Self {
self.weight = weight;
self
}
}
impl<T: RealNumber> Default for KNNRegressorParameters<T, Euclidian> {
fn default() -> Self {
KNNRegressorParameters {
distance: Distances::euclidian(),
algorithm: KNNAlgorithmName::CoverTree,
weight: KNNWeightFunction::Uniform,
k: 3,
t: PhantomData,
}
}
}
@@ -88,19 +125,23 @@ impl<T: RealNumber, D: Distance<Vec<T>, T>> PartialEq for KNNRegressor<T, D> {
}
}
impl<T: RealNumber, M: Matrix<T>, D: Distance<Vec<T>, T>> Predictor<M, M::RowVector>
for KNNRegressor<T, D>
{
fn predict(&self, x: &M) -> Result<M::RowVector, Failed> {
self.predict(x)
}
}
impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNRegressor<T, D> {
/// Fits KNN regressor to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data
/// * `y` - vector with real values
/// * `distance` - a function that defines a distance between each pair of point in training data.
/// This function should extend [`Distance`](../../math/distance/trait.Distance.html) trait.
/// See [`Distances`](../../math/distance/struct.Distances.html) for a list of available functions.
/// * `y` - vector with real values
/// * `parameters` - additional parameters like search algorithm and k
pub fn fit<M: Matrix<T>>(
x: &M,
y: &M::RowVector,
distance: D,
parameters: KNNRegressorParameters,
parameters: KNNRegressorParameters<T, D>,
) -> Result<KNNRegressor<T, D>, Failed> {
let y_m = M::from_row_vector(y.clone());
@@ -126,7 +167,7 @@ impl<T: RealNumber, D: Distance<Vec<T>, T>> KNNRegressor<T, D> {
Ok(KNNRegressor {
y: y.to_vec(),
k: parameters.k,
knn_algorithm: parameters.algorithm.fit(data, distance)?,
knn_algorithm: parameters.algorithm.fit(data, parameters.distance)?,
weight: parameters.weight,
})
}
@@ -176,12 +217,11 @@ mod tests {
let knn = KNNRegressor::fit(
&x,
&y,
Distances::euclidian(),
KNNRegressorParameters {
k: 3,
algorithm: KNNAlgorithmName::LinearSearch,
weight: KNNWeightFunction::Distance,
},
KNNRegressorParameters::default()
.with_k(3)
.with_distance(Distances::euclidian())
.with_algorithm(KNNAlgorithmName::LinearSearch)
.with_weight(KNNWeightFunction::Distance),
)
.unwrap();
let y_hat = knn.predict(&x).unwrap();
@@ -197,7 +237,7 @@ mod tests {
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y: Vec<f64> = vec![1., 2., 3., 4., 5.];
let y_exp = vec![2., 2., 3., 4., 4.];
let knn = KNNRegressor::fit(&x, &y, Distances::euclidian(), Default::default()).unwrap();
let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
let y_hat = knn.predict(&x).unwrap();
assert_eq!(5, Vec::len(&y_hat));
for i in 0..y_hat.len() {
@@ -211,7 +251,7 @@ mod tests {
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y = vec![1., 2., 3., 4., 5.];
let knn = KNNRegressor::fit(&x, &y, Distances::euclidian(), Default::default()).unwrap();
let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
let deserialized_knn = bincode::deserialize(&bincode::serialize(&knn).unwrap()).unwrap();
+1 -1
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@@ -48,7 +48,7 @@ pub mod knn_regressor;
pub type KNNAlgorithmName = crate::algorithm::neighbour::KNNAlgorithmName;
/// Weight function that is used to determine estimated value.
#[derive(Serialize, Deserialize, Debug)]
#[derive(Serialize, Deserialize, Debug, Clone)]
pub enum KNNWeightFunction {
/// All k nearest points are weighted equally
Uniform,